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DXD vs. GLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXD vs. GLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Dow30 (DXD) and ProShares UltraShort Gold (GLL). The values are adjusted to include any dividend payments, if applicable.

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DXD vs. GLL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXD
ProShares UltraShort Dow30
7.86%-21.11%-16.07%-18.77%7.09%-35.18%-44.57%-35.33%3.07%-38.64%
GLL
ProShares UltraShort Gold
-22.83%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%

Returns By Period

In the year-to-date period, DXD achieves a 7.86% return, which is significantly higher than GLL's -22.83% return. Both investments have delivered pretty close results over the past 10 years, with DXD having a -23.42% annualized return and GLL not far behind at -24.50%.


DXD

1D
-4.93%
1M
11.45%
YTD
7.86%
6M
1.61%
1Y
-17.91%
3Y*
-16.52%
5Y*
-13.47%
10Y*
-23.42%

GLL

1D
-7.30%
1M
22.90%
YTD
-22.83%
6M
-39.36%
1Y
-60.18%
3Y*
-42.72%
5Y*
-32.85%
10Y*
-24.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXD vs. GLL - Expense Ratio Comparison

Both DXD and GLL have an expense ratio of 0.95%.


Return for Risk

DXD vs. GLL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXD
DXD Risk / Return Rank: 44
Overall Rank
DXD Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DXD Sortino Ratio Rank: 44
Sortino Ratio Rank
DXD Omega Ratio Rank: 33
Omega Ratio Rank
DXD Calmar Ratio Rank: 55
Calmar Ratio Rank
DXD Martin Ratio Rank: 77
Martin Ratio Rank

GLL
GLL Risk / Return Rank: 11
Overall Rank
GLL Sharpe Ratio Rank: 00
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 00
Sortino Ratio Rank
GLL Omega Ratio Rank: 00
Omega Ratio Rank
GLL Calmar Ratio Rank: 11
Calmar Ratio Rank
GLL Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXD vs. GLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Dow30 (DXD) and ProShares UltraShort Gold (GLL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DXDGLLDifference

Sharpe ratio

Return per unit of total volatility

-0.54

-1.10

+0.56

Sortino ratio

Return per unit of downside risk

-0.58

-2.03

+1.45

Omega ratio

Gain probability vs. loss probability

0.92

0.78

+0.14

Calmar ratio

Return relative to maximum drawdown

-0.45

-0.86

+0.40

Martin ratio

Return relative to average drawdown

-0.61

-1.39

+0.78

DXD vs. GLL - Sharpe Ratio Comparison

The current DXD Sharpe Ratio is -0.54, which is higher than the GLL Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of DXD and GLL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXDGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-1.10

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

-0.93

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.67

-0.77

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

-0.69

+0.07

Correlation

The correlation between DXD and GLL is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DXD vs. GLL - Dividend Comparison

DXD's dividend yield for the trailing twelve months is around 3.43%, while GLL has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
DXD
ProShares UltraShort Dow30
3.43%4.25%5.91%3.87%0.25%0.00%0.31%1.76%1.15%0.12%
GLL
ProShares UltraShort Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DXD vs. GLL - Drawdown Comparison

The maximum DXD drawdown since its inception was -99.69%, roughly equal to the maximum GLL drawdown of -99.24%. Use the drawdown chart below to compare losses from any high point for DXD and GLL.


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Drawdown Indicators


DXDGLLDifference

Max Drawdown

Largest peak-to-trough decline

-99.69%

-99.24%

-0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-43.03%

-71.53%

+28.50%

Max Drawdown (5Y)

Largest decline over 5 years

-63.50%

-89.76%

+26.26%

Max Drawdown (10Y)

Largest decline over 10 years

-94.37%

-95.76%

+1.39%

Current Drawdown

Current decline from peak

-99.64%

-99.04%

-0.60%

Average Drawdown

Average peak-to-trough decline

-82.15%

-84.99%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.18%

44.01%

-11.83%

Volatility

DXD vs. GLL - Volatility Comparison

The current volatility for ProShares UltraShort Dow30 (DXD) is 9.94%, while ProShares UltraShort Gold (GLL) has a volatility of 21.53%. This indicates that DXD experiences smaller price fluctuations and is considered to be less risky than GLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXDGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

21.53%

-11.59%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

46.40%

-27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

33.43%

54.76%

-21.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.39%

35.40%

-6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.85%

31.98%

+2.87%